I understand what you mean now. They said something similar to us too as we had a premature and low birth weight baby (3lb 6oz). They put the fear of god into us about even holding our son. It is true that they don't burn calories as fast when they are asleep, but as you quite rightly said, you are being misunderstood as a couple of minutes crying isn't going to break the calorie bank.
My experience of hospital staff and Health Visitors is that they are required to give the same information to everyone regardless of their intelligence... so you will be given the same lecture that they would give to someone who thinks it would be ok to leave the family pit-bull to baby-sit while they go to Magaluff for the weekend. Really frustrating, but yuo know as a 'good parent' what you are doing and you can decide how long is too long re: crying.
Good luck with it (p.s. well done on getting your daughter back up to birth weight!)